Question: A portfolio can contain more than two items, such as a mixture of Red, White, and Green. Consider the portfolio that has 40% Red, 50%

A portfolio can contain more than two items, such as a mixture of Red, White, and Green. Consider the portfolio that has 40% Red, 50% Green, and 10% White.

A portfolio can contain more than two items, such as a mixture

4. A portfolio can contain more than two items. such as a mixture of Red. White, and Green. Cor sider the portfolio that has 40% Red, 50% Green, and 1 0% White. (a) Find the mean and variance of this portfolio. (b) Compare the long-run performance of this portfolio to a Pink. (c) Is this the best mixture of the three invest- ments, from a long-run point of vicw? (Kecp all of the shares between O and L. 4. A portfolio can contain more than two items. such as a mixture of Red. White, and Green. Cor sider the portfolio that has 40% Red, 50% Green, and 1 0% White. (a) Find the mean and variance of this portfolio. (b) Compare the long-run performance of this portfolio to a Pink. (c) Is this the best mixture of the three invest- ments, from a long-run point of vicw? (Kecp all of the shares between O and L

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